Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm

Fang-Rong Yan, Ping Zhang, Jun-Lin Liu, Yu-Xi Tao, Xiao Lin, Tao Lu and Jin-Guan Lin

Journal of Probability and Statistics, 2014, vol. 2014, 1-8

Abstract:

Population pharmacokinetic (PPK) models play a pivotal role in quantitative pharmacology study, which are classically analyzed by nonlinear mixed-effects models based on ordinary differential equations. This paper describes the implementation of SDEs in population pharmacokinetic models, where parameters are estimated by a novel approximation of likelihood function. This approximation is constructed by combining the MCMC method used in nonlinear mixed-effects modeling with the extended Kalman filter used in SDE models. The analysis and simulation results show that the performance of the approximation of likelihood function for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for the analysis of population pharmacokinetic data.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:836518

DOI: 10.1155/2014/836518

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